ParticleSmoother< StateVar > Class Template Reference

Class representing a particle backward filter. More...

#include <particlesmoother.h>

Inheritance diagram for ParticleSmoother< StateVar >:

List of all members.

Public Member Functions
	ParticleSmoother (MCPdf< StateVar > *prior)
	Constructor.
virtual	~ParticleSmoother ()
	Destructor.
virtual void	Reset (Pdf< StateVar > *prior)
	Reset Filter.
virtual bool	Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
	Full Update (system with inputs).
virtual bool	Update (SystemModel< StateVar > *const sysmodel, Pdf< StateVar > *const filtered_post)
	Full Update (system without inputs).
virtual Pdf< StateVar > *	PostGet ()
	Get Posterior density.
int	TimeStepGet () const
	Get current time.
Protected Member Functions
virtual bool	UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
	Actual implementation of Update, varies along filters.
virtual void	SysUpdate (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
Protected Attributes
vector< WeightedSample < StateVar > >	_old_samples
	While updating store list of old samples.
vector< WeightedSample < StateVar > >	_new_samples
	While updating store list of new samples.
vector< WeightedSample < StateVar > >	_filtered_samples
	While updating store list of filtered samples.
vector< WeightedSample < StateVar > >::iterator	_os_it
	Iterator for old list of samples.
vector< WeightedSample < StateVar > >::iterator	_ns_it
	Iterator for new list of samples.
vector< WeightedSample < StateVar > >::iterator	_fs_it
	Iterator for list of filtered samples.
Pdf< StateVar > *	_prior
	prior Pdf
Pdf< StateVar > *	_post
	Pointer to the Posterior Pdf.
int	_timestep
	Represents the current timestep of the filter.

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Detailed Description

template<typename StateVar>
class BFL::ParticleSmoother< StateVar >

Class representing a particle backward filter.

Definition at line 50 of file particlesmoother.h.

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Member Function Documentation

virtual Pdf<StateVar >* PostGet

(

)

[virtual, inherited]

Get Posterior density.

Get the current Posterior density

Returns:

a pointer to the current posterior

int TimeStepGet

(

)

const [inherited]

Get current time.

Get the current time of the filter

Returns:

the current timestep

virtual bool Update	(	SystemModel< StateVar > *const	sysmodel,
		Pdf< StateVar > *const	filtered_post
	)			[virtual, inherited]

Full Update (system without inputs).

Parameters:

	sysmodel	pointer to the system model to use for update
	filtered_post	filtered posterior

virtual bool Update	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		Pdf< StateVar > *const	filtered_post
	)			[virtual, inherited]

Full Update (system with inputs).

Parameters:

	sysmodel	pointer to the system model to use for update
	u	input to the system
	filtered_post	filtered posterior

bool UpdateInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		Pdf< StateVar > *const	filtered_post
	)			[inline, protected, virtual]

Actual implementation of Update, varies along filters.

Parameters:

	sysmodel	pointer to the used system model
	u	input param for proposal density
	filtered_post	is the posterior obtained by filtering of the timestep you want to smooth

Implements BackwardFilter< StateVar >.

Definition at line 688 of file particlesmoother.h.

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Member Data Documentation

Pdf<StateVar >* _post [protected, inherited]

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.

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The documentation for this class was generated from the following file:

• particlesmoother.h